+776.7%
IT vs FFIV
+7,518.9%
-6,742.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -6.0% | -1.0% | -5.1% | -5.9% |
| 30D | 0.0% | -5.1% | +5.1% | +0.8% |
| 3M | +13.1% | -4.5% | +17.5% | +13.5% |
| 6M | +11.7% | +36.5% | -24.8% | +5.2% |
| YTD | -26.1% | +53.0% | -79.1% | -31.8% |
| 1Y | -21.3% | +24.2% | -45.5% | -24.8% |
| 3Y | -46.7% | +137.2% | -184.0% | -54.6% |
| 5Y | -40.5% | +91.8% | -132.3% | -47.6% |
| 10Y | +103.9% | +215.2% | -111.3% | +64.8% |
| All | +776.7% | +7,518.9% | -6,742.2% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling